Last december I gave a talk about the Taylor series method for ordinary differential equations. See here and here for more informations. I put the slides for this talk online, as well as the source files which can be found here.
We have worked for one year on a new version of odeint – a highly flexible library for solving ordinary differential equations. It was hidden in some branch of the boost sandbox. Today, we put this version into the github:
It is not compatible with the old version such that we call the library odeint v2. Some nice and new features are:
- Algebras and operations which can be adapted for nearly all container types. For example, a specialized algebra for thrust exists, such that you can use the power of modern graphics cards and CUDA for solving ODEs.
- A generic implementation of the Runge-Kutta solvers. Any Butcher tableau can now be used without any performance loss.
- Methods with dense output for example the Dopri5 solver.
- Methods for stiff ODEs.